+19.6%
TMUS vs CART
+38.4%
-18.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +3.6% | +3.0% | +0.6% | +3.5% |
| 30D | -3.4% | +28.6% | -31.9% | -4.4% |
| 3M | -9.5% | +29.1% | -38.5% | -10.4% |
| 6M | -15.2% | +44.7% | -59.9% | -16.4% |
| YTD | -18.9% | +29.2% | -48.1% | -19.7% |
| 1Y | -17.7% | +66.2% | -83.9% | -19.5% |
| 3Y | +15.6% | +112.8% | -97.2% | +12.9% |
| All | +19.6% | +38.4% | -18.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling